Econometrics
Financial Econometrics for Analysts
Estimate volatility models, interpret factor exposures, and stress narratives under market noise.
Equity and FX examples anchor GARCH-family models, factor regressions, and event-study hygiene. Participants build a concise risk memo that links statistical output to trading desk vocabulary without promising alpha.
- Format
- Blended cohort
- Duration
- 5 weeks · blended
- Level
- Intermediate
- Software
- Python, Excel
- Topic
- Finance
- Tuition
- 10,100 THB · informational until admissions confirms
What is included
- GARCH labs with volatility targeting discussion
- Factor regression interpretation drills
- Event-study robustness checklist
- Template for linking stats to risk limits
Outcomes you can evidence
- Summarize volatility estimates for a trading audience
- Contrast model-implied risk with scenario narratives
- Flag data snooping risks explicitly
Lead contact
Arthit Mengrai
Former sell-side quant; focuses on explainable risk metrics.
Participant voices
Financial Econometrics for Analysts — event-study checklist stopped my team from overplotting windows.
Questions we expect
Ready to talk fit?
Request information Admissions responds with prerequisites and employer letter options.